+4,586.2%
MSTR vs ELV
+2,522.7%
+2,063.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -4.0% | +1.1% | -5.1% | -4.2% |
| 30D | -18.6% | +1.3% | -20.0% | -19.0% |
| 3M | +25.6% | +6.6% | +19.0% | +22.9% |
| 6M | -33.1% | +11.6% | -44.6% | -35.6% |
| YTD | -17.3% | +21.1% | -38.4% | -23.1% |
| 1Y | -48.1% | +34.2% | -82.3% | -53.3% |
| 3Y | +154.2% | -2.9% | +157.1% | +143.5% |
| 5Y | +46.2% | +4.6% | +41.6% | +37.0% |
| 10Y | +554.5% | +272.8% | +281.7% | +265.8% |
| All | +4,586.2% | +2,522.7% | +2,063.5% | +1,533.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling